Euro Bund Future March 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 131.84 131.98 0.14 0.1% 129.81
High 132.16 132.25 0.09 0.1% 131.60
Low 131.62 131.20 -0.42 -0.3% 129.26
Close 131.91 131.59 -0.32 -0.2% 130.85
Range 0.54 1.05 0.51 94.4% 2.34
ATR 0.71 0.74 0.02 3.4% 0.00
Volume 562 2,200 1,638 291.5% 1,362
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 134.83 134.26 132.17
R3 133.78 133.21 131.88
R2 132.73 132.73 131.78
R1 132.16 132.16 131.69 131.92
PP 131.68 131.68 131.68 131.56
S1 131.11 131.11 131.49 130.87
S2 130.63 130.63 131.40
S3 129.58 130.06 131.30
S4 128.53 129.01 131.01
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 137.59 136.56 132.14
R3 135.25 134.22 131.49
R2 132.91 132.91 131.28
R1 131.88 131.88 131.06 132.40
PP 130.57 130.57 130.57 130.83
S1 129.54 129.54 130.64 130.06
S2 128.23 128.23 130.42
S3 125.89 127.20 130.21
S4 123.55 124.86 129.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.25 130.73 1.52 1.2% 0.75 0.6% 57% True False 721
10 132.25 129.07 3.18 2.4% 0.76 0.6% 79% True False 460
20 132.25 129.07 3.18 2.4% 0.72 0.5% 79% True False 539
40 133.16 128.20 4.96 3.8% 0.48 0.4% 68% False False 348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 136.71
2.618 135.00
1.618 133.95
1.000 133.30
0.618 132.90
HIGH 132.25
0.618 131.85
0.500 131.73
0.382 131.60
LOW 131.20
0.618 130.55
1.000 130.15
1.618 129.50
2.618 128.45
4.250 126.74
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 131.73 131.73
PP 131.68 131.68
S1 131.64 131.64

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These figures are updated between 7pm and 10pm EST after a trading day.

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